[R] Best subsets regression

[Prof Brian D Ripley]

On Mon, 21 Aug 2000, Murray Jorgensen wrote:

> has anyone written a function to do "best subsets" regression similar to
> the Minitab command?

leaps in the package of that name, if I remember my Minitab:

> library(help=leaps)
leaps           Subset selection by `leaps and bounds' compatible with S
subsets         More sophisticated function, including formula method


-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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